Spot 535.06
· 676 contratti su 5 scadenze
· fonte ibkr + storico
· catturata 06/09 15:21 UTC
Seduta ricostruita dallo storico: quella sera la catena IBKR non è stata catturata, quindi ci sono solo
gli strike vicini allo spot (ATM) di poche scadenze, con la IV calcolata da noi e senza bid/ask.
| CALL | Strike | PUT | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Bid | Ask | Mid | Delta | IV | IV | Delta | Mid | Bid | Ask | OI | |
| — | 50.45 | 50.85 | 50.65 | — | — | 485 | — | — | 0.07 | 0.04 | 0.10 | — |
| — | 45.50 | 45.90 | 45.70 | — | — | 490 | — | — | 0.09 | 0.05 | 0.12 | — |
| — | 40.50 | 40.95 | 40.73 | — | — | 495 | — | — | 0.12 | 0.09 | 0.14 | — |
| — | 39.55 | 39.95 | 39.75 | — | — | 496 | — | — | 0.12 | 0.08 | 0.15 | — |
| — | 38.55 | 38.95 | 38.75 | — | — | 497 | — | — | 0.12 | 0.10 | 0.15 | — |
| — | 37.55 | 37.95 | 37.75 | — | — | 498 | — | — | 0.12 | 0.09 | 0.16 | — |
| — | 36.60 | 36.95 | 36.77 | — | — | 499 | — | — | 0.14 | 0.11 | 0.16 | — |
| — | 35.60 | 35.95 | 35.77 | — | — | 500 | — | — | 0.14 | 0.12 | 0.17 | — |
| — | 34.55 | 35.00 | 34.77 | — | — | 501 | — | — | 0.15 | 0.11 | 0.19 | — |
| — | 33.60 | 34.00 | 33.80 | — | — | 502 | — | — | 0.15 | 0.12 | 0.19 | — |
| — | 32.60 | 33.00 | 32.80 | — | — | 503 | — | — | 0.17 | 0.13 | 0.21 | — |
| — | 31.65 | 32.00 | 31.82 | — | — | 504 | — | — | 0.17 | 0.14 | 0.21 | — |
| — | 30.65 | 31.05 | 30.85 | — | — | 505 | — | — | 0.20 | 0.16 | 0.23 | — |
| — | 29.65 | 30.05 | 29.85 | — | — | 506 | — | — | 0.20 | 0.18 | 0.23 | — |
| — | 28.65 | 29.05 | 28.85 | — | — | 507 | — | — | 0.21 | 0.17 | 0.26 | — |
| — | 28.20 | 28.55 | 28.38 | — | — | 507.5 | — | — | 0.23 | 0.20 | 0.27 | — |
| — | 27.70 | 28.10 | 27.90 | — | — | 508 | — | — | 0.23 | 0.20 | 0.27 | — |
| — | 26.70 | 27.10 | 26.90 | — | — | 509 | — | — | 0.26 | 0.23 | 0.28 | — |
| — | 25.75 | 26.10 | 25.93 | — | — | 510 | — | — | 0.27 | 0.22 | 0.32 | — |
| — | 24.70 | 25.15 | 24.93 | — | — | 511 | — | — | 0.29 | 0.27 | 0.32 | — |
| — | 23.80 | 24.15 | 23.98 | — | — | 512 | — | — | 0.33 | 0.29 | 0.36 | — |
| — | 23.30 | 23.70 | 23.50 | — | — | 512.5 | — | — | 0.34 | 0.30 | 0.38 | — |
| — | 22.80 | 23.20 | 23.00 | — | — | 513 | — | — | 0.35 | 0.32 | 0.38 | — |
| — | 21.85 | 22.25 | 22.05 | — | — | 514 | — | — | 0.38 | 0.34 | 0.41 | — |
| — | 20.90 | 21.25 | 21.07 | — | — | 515 | — | — | 0.41 | 0.37 | 0.46 | — |
| — | 19.90 | 20.30 | 20.10 | — | — | 516 | — | — | 0.45 | 0.40 | 0.50 | — |
| — | 18.95 | 19.35 | 19.15 | — | — | 517 | — | — | 0.49 | 0.44 | 0.54 | — |
| — | 18.50 | 18.85 | 18.68 | — | — | 517.5 | — | — | 0.51 | 0.46 | 0.56 | — |
| — | 18.00 | 18.40 | 18.20 | — | — | 518 | — | — | 0.55 | 0.49 | 0.60 | — |
| — | 17.10 | 17.45 | 17.27 | — | — | 519 | — | — | 0.60 | 0.54 | 0.66 | — |
| — | 16.10 | 16.50 | 16.30 | — | — | 520 | — | — | 0.68 | 0.62 | 0.73 | — |
| — | 15.25 | 15.60 | 15.43 | — | — | 521 | — | — | 0.75 | 0.69 | 0.81 | — |
| — | 14.30 | 14.70 | 14.50 | — | — | 522 | — | — | 0.83 | 0.77 | 0.90 | — |
| — | 13.85 | 14.25 | 14.05 | — | — | 522.5 | — | — | 0.88 | 0.82 | 0.94 | — |
| — | 13.40 | 13.80 | 13.60 | — | — | 523 | — | — | 0.94 | 0.87 | 1.00 | — |
| — | 12.55 | 12.90 | 12.72 | — | — | 524 | — | — | 1.04 | 0.98 | 1.10 | — |
| — | 11.70 | 12.00 | 11.85 | — | — | 525 | — | — | 1.19 | 1.12 | 1.25 | — |
| — | 10.85 | 11.15 | 11.00 | — | — | 526 | — | — | 1.33 | 1.26 | 1.40 | — |
| — | 10.00 | 10.35 | 10.18 | — | — | 527 | — | — | 1.50 | 1.43 | 1.57 | — |
| — | 9.60 | 9.90 | 9.75 | — | — | 527.5 | — | — | 1.59 | 1.52 | 1.66 | — |
| — | 9.20 | 9.50 | 9.35 | — | — | 528 | — | — | 1.69 | 1.62 | 1.76 | — |
| — | 8.40 | 8.75 | 8.57 | — | — | 529 | — | — | 1.90 | 1.83 | 1.97 | — |
| — | 7.65 | 7.95 | 7.80 | — | — | 530 | — | — | 2.14 | 2.07 | 2.21 | — |
| — | 6.95 | 7.20 | 7.08 | — | — | 531 | — | — | 2.41 | 2.33 | 2.49 | — |
| — | 6.25 | 6.50 | 6.38 | — | — | 532 | — | — | 2.70 | 2.62 | 2.78 | — |
| — | 5.90 | 6.15 | 6.03 | — | — | 532.5 | — | — | 2.86 | 2.78 | 2.94 | — |
| — | 5.55 | 5.80 | 5.67 | — | — | 533 | — | — | 3.05 | 2.95 | 3.15 | — |
| — | 4.95 | 5.15 | 5.05 | — | — | 534 | — | — | 3.40 | 3.30 | 3.50 | — |
| — | 4.35 | 4.55 | 4.45 | — | — | 535 | — | — | 3.83 | 3.70 | 3.95 | — |
| — | 3.80 | 4.00 | 3.90 | — | — | 536 | — | — | 4.28 | 4.15 | 4.40 | — |
| — | 3.30 | 3.50 | 3.40 | — | — | 537 | — | — | 4.78 | 4.65 | 4.90 | — |
| — | 2.84 | 3.00 | 2.92 | — | — | 538 | — | — | 5.33 | 5.20 | 5.45 | — |
| — | 2.42 | 2.59 | 2.50 | — | — | 539 | — | — | 5.92 | 5.80 | 6.05 | — |
| — | 2.06 | 2.19 | 2.12 | — | — | 540 | — | — | 6.60 | 6.45 | 6.75 | — |
| — | 1.74 | 1.88 | 1.81 | — | — | 541 | — | — | 7.28 | 7.10 | 7.45 | — |
| — | 1.45 | 1.59 | 1.52 | — | — | 542 | — | — | 8.03 | 7.85 | 8.20 | — |
| — | 1.20 | 1.34 | 1.27 | — | — | 543 | — | — | 8.78 | 8.60 | 8.95 | — |
| — | 1.00 | 1.12 | 1.06 | — | — | 544 | — | — | 9.60 | 9.40 | 9.80 | — |
| — | 0.82 | 0.93 | 0.88 | — | — | 545 | — | — | 10.45 | 10.25 | 10.65 | — |
| — | 0.65 | 0.78 | 0.71 | — | — | 546 | — | — | 11.35 | 11.15 | 11.55 | — |
| — | 0.55 | 0.64 | 0.59 | — | — | 547 | — | — | 12.25 | 12.05 | 12.45 | — |
| — | 0.42 | 0.53 | 0.47 | — | — | 548 | — | — | 13.22 | 13.00 | 13.45 | — |
| — | 0.33 | 0.44 | 0.39 | — | — | 549 | — | — | 14.15 | 13.95 | 14.35 | — |
| — | 0.26 | 0.37 | 0.32 | — | — | 550 | — | — | 15.15 | 14.95 | 15.35 | — |
| — | 0.20 | 0.30 | 0.25 | — | — | 551 | — | — | 16.12 | 15.95 | 16.30 | — |
| — | 0.17 | 0.25 | 0.21 | — | — | 552 | — | — | 17.12 | 16.95 | 17.30 | — |
| — | 0.12 | 0.21 | 0.17 | — | — | 553 | — | — | 18.12 | 17.95 | 18.30 | — |
| — | 0.11 | 0.17 | 0.14 | — | — | 554 | — | — | 19.12 | 18.95 | 19.30 | — |
| — | 0.09 | 0.14 | 0.12 | — | — | 555 | — | — | 20.12 | 19.95 | 20.30 | — |
| — | 0.06 | 0.12 | 0.09 | — | — | 556 | — | — | 21.12 | 20.95 | 21.30 | — |
| — | 0.04 | 0.10 | 0.07 | — | — | 557 | — | — | 22.12 | 21.95 | 22.30 | — |
| — | 0.04 | 0.09 | 0.07 | — | — | 558 | — | — | 23.12 | 22.95 | 23.30 | — |
| — | 0.02 | 0.08 | 0.05 | — | — | 559 | — | — | 24.12 | 23.95 | 24.30 | — |
| — | 0.02 | 0.06 | 0.04 | — | — | 560 | — | — | 25.12 | 24.95 | 25.30 | — |
| — | 0.01 | 0.07 | 0.04 | — | — | 561 | — | — | 26.12 | 25.95 | 26.30 | — |
| — | — | 0.06 | — | — | — | 562 | — | — | 27.12 | 26.95 | 27.30 | — |
| — | — | 0.05 | — | — | — | 563 | — | — | 28.12 | 27.95 | 28.30 | — |
| — | — | 0.04 | — | — | — | 564 | — | — | 29.12 | 28.95 | 29.30 | — |
| — | — | 0.05 | — | — | — | 565 | — | — | 30.12 | 29.95 | 30.30 | — |
| — | — | 0.04 | — | — | — | 566 | — | — | 31.12 | 30.95 | 31.30 | — |
| — | — | 0.04 | — | — | — | 567 | — | — | 32.12 | 31.95 | 32.30 | — |
| — | — | 0.04 | — | — | — | 568 | — | — | 33.12 | 32.95 | 33.30 | — |
| — | — | 0.04 | — | — | — | 569 | — | — | 34.12 | 33.95 | 34.30 | — |
| — | — | 0.04 | — | — | — | 570 | — | — | 35.12 | 34.95 | 35.30 | — |
| — | — | 0.04 | — | — | — | 571 | — | — | 36.12 | 35.95 | 36.30 | — |
| — | — | 0.04 | — | — | — | 572 | — | — | 37.12 | 36.95 | 37.30 | — |
| — | — | 0.04 | — | — | — | 573 | — | — | 38.12 | 37.95 | 38.30 | — |
| — | — | 0.04 | — | — | — | 574 | — | — | 39.12 | 38.95 | 39.30 | — |
| — | — | 0.04 | — | — | — | 575 | — | — | 40.12 | 39.95 | 40.30 | — |
| — | — | 0.04 | — | — | — | 580 | — | — | 45.12 | 44.95 | 45.30 | — |
| — | — | 0.03 | — | — | — | 585 | — | — | 50.12 | 49.95 | 50.30 | — |
Come leggere: ogni riga è uno strike, con la call a sinistra e la put a destra. La riga evidenziata è lo strike più vicino allo spot (ATM); lo sfondo più scuro indica i contratti già in the money. IV = volatilità implicita, OI = open interest (disponibile dal 03/09/2026). “—” = dato non arrivato quella sera. Il grafico mostra la IV per strike della scadenza scelta.